CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6199 |
1.6063 |
-0.0136 |
-0.8% |
1.6277 |
High |
1.6214 |
1.6087 |
-0.0127 |
-0.8% |
1.6340 |
Low |
1.6038 |
1.5975 |
-0.0063 |
-0.4% |
1.5975 |
Close |
1.6048 |
1.6069 |
0.0021 |
0.1% |
1.6069 |
Range |
0.0176 |
0.0112 |
-0.0064 |
-36.4% |
0.0365 |
ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.3% |
0.0000 |
Volume |
127,480 |
35,031 |
-92,449 |
-72.5% |
488,728 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6380 |
1.6336 |
1.6131 |
|
R3 |
1.6268 |
1.6224 |
1.6100 |
|
R2 |
1.6156 |
1.6156 |
1.6090 |
|
R1 |
1.6112 |
1.6112 |
1.6079 |
1.6134 |
PP |
1.6044 |
1.6044 |
1.6044 |
1.6055 |
S1 |
1.6000 |
1.6000 |
1.6059 |
1.6022 |
S2 |
1.5932 |
1.5932 |
1.6048 |
|
S3 |
1.5820 |
1.5888 |
1.6038 |
|
S4 |
1.5708 |
1.5776 |
1.6007 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7223 |
1.7011 |
1.6270 |
|
R3 |
1.6858 |
1.6646 |
1.6169 |
|
R2 |
1.6493 |
1.6493 |
1.6136 |
|
R1 |
1.6281 |
1.6281 |
1.6102 |
1.6205 |
PP |
1.6128 |
1.6128 |
1.6128 |
1.6090 |
S1 |
1.5916 |
1.5916 |
1.6036 |
1.5840 |
S2 |
1.5763 |
1.5763 |
1.6002 |
|
S3 |
1.5398 |
1.5551 |
1.5969 |
|
S4 |
1.5033 |
1.5186 |
1.5868 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6340 |
1.5975 |
0.0365 |
2.3% |
0.0128 |
0.8% |
26% |
False |
True |
97,745 |
10 |
1.6343 |
1.5975 |
0.0368 |
2.3% |
0.0125 |
0.8% |
26% |
False |
True |
108,997 |
20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0135 |
0.8% |
29% |
False |
False |
112,755 |
40 |
1.6343 |
1.5713 |
0.0630 |
3.9% |
0.0140 |
0.9% |
57% |
False |
False |
118,872 |
60 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
107,564 |
80 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
85,736 |
100 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
68,614 |
120 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0140 |
0.9% |
73% |
False |
False |
57,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6563 |
2.618 |
1.6380 |
1.618 |
1.6268 |
1.000 |
1.6199 |
0.618 |
1.6156 |
HIGH |
1.6087 |
0.618 |
1.6044 |
0.500 |
1.6031 |
0.382 |
1.6018 |
LOW |
1.5975 |
0.618 |
1.5906 |
1.000 |
1.5863 |
1.618 |
1.5794 |
2.618 |
1.5682 |
4.250 |
1.5499 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6056 |
1.6110 |
PP |
1.6044 |
1.6096 |
S1 |
1.6031 |
1.6083 |
|